-37.4%
TSCO vs VG
-39.3%
+1.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.8% |
| 30D | +5.5% | +16.0% | -10.6% | +5.4% |
| 3M | +20.0% | +9.7% | +10.2% | +19.9% |
| 6M | -29.8% | +29.6% | -59.4% | -30.2% |
| YTD | -28.7% | +112.0% | -140.7% | -30.2% |
| 1Y | -40.9% | +12.8% | -53.7% | -41.5% |
| All | -37.4% | -39.3% | +1.9% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling